We have yet to get our church board to allow us to paint on the walls, but we used the Dow blue styrofoam insulation sheets to paint on for our Bible "mural" backgrounds.
We used the 3/4 inch boards so we would have some support. The sheets are grooved on one edge, so they fit together.
If you have eight foot ceilings, the boards will fit in nicely. We went to the dollar store and used acrylic paints. We used oblong sponges to give a brick effect, using two different color paints.